There are quite a few potential problems with the code you posted. It's hard to know what your current problem is without seeing the exception, but I think this is the most likely issue:

On the line FileName = path+chkListBox.Items[i].ToString()+".exe", you appear to be missing a path separator.

Use Path.Combine instead of manual string concatenation to combine paths. By using Path.Combine, you eliminate a whole category of mistakes that can be made when combining two strings to make a new path.